Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.49% | 251.00 CHF | 252.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,268,020 CHF | 1,274,270 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 252.50 CHF | 253.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,265,560 CHF | 1,271,810 CHF | 99.37% | 99.37% |
18/11/2024 | 0.48% | 256.50 CHF | 257.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,289,260 CHF | 1,295,510 CHF | 98.94% | 98.94% |
15/11/2024 | 0.48% | 259.75 CHF | 261.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,309,130 CHF | 1,315,380 CHF | 99.36% | 99.36% |
14/11/2024 | 0.46% | 271.00 CHF | 272.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,345,020 CHF | 1,351,270 CHF | 99.38% | 99.38% |
13/11/2024 | 0.47% | 272.00 CHF | 273.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,361,120 CHF | 1,367,580 CHF | 65.04% | 65.04% |
12/11/2024 | 0.46% | 271.25 CHF | 272.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,362,590 CHF | 1,368,860 CHF | 99.16% | 99.16% |
11/11/2024 | 0.54% | 277.25 CHF | 278.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,385,730 CHF | 1,393,230 CHF | 99.38% | 99.38% |
08/11/2024 | 0.48% | 272.25 CHF | 273.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,369,370 CHF | 1,375,930 CHF | 99.37% | 99.37% |
07/11/2024 | 0.54% | 278.25 CHF | 279.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,386,980 CHF | 1,394,470 CHF | 98.56% | 98.56% |